Research output

Research output per year 2014 2021

• 71 Citations
• 5 h-Index
• 20 Article
• 14 Conference contribution
• 13 Chapter
• 11 Working paper
• 9 More
  • 4 Commissioned report
  • 1 Book
  • 1 Abstract
  • 1 Comment/debate
  • 1 Other contribution
  • 1 Discussion paper

Research output per year

Research output per year

Search results

• 2021

  A conservative approach for online credit scoring

  Ashofteh, A. & Bravo, J. M., 10 Mar 2021, In : Expert Systems with Applications. 176, p. 1-16 16 p., 114835.

  Research output: Contribution to journal › Article

  • Risk management
  • Machine learning
  • Statistics

• Addressing the Life Expectancy Gap in Pension Policy

  Bravo, J. M., Ayuso, M., Holzmann, R. & Palmer, E., 15 Apr 2021, In : Insurance: Mathematics and Economics. 99, p. 200-221 22 p.

  Research output: Contribution to journal › Article

  Open Access

  • Life Expectancy
  • Pension Policy
  • Policy
  • Pensions
  • Indexation
  39 Downloads (Pure)

• AVALIAÇÃO DO GRAU DE MATURIDADE DO SISTEMA DE CONTROLO INTERNO BANCÁRIO EM ANGOLA SEGUNDO A METODOLOGIA COSO

  Manuel, L. J. & Bravo, J. M. V., 4 Feb 2021, Administração, Finanças e Geração de Valor. Atena Editora, p. 59-79

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

  File

  • Angola
  • control system
  • banking
  • financial system
  • fraud
  12 Downloads (Pure)

• Drawing Down Retirement Financial Savings: A Welfare Analysis using French data

  Bravo, J. M. & El Mekkaoui de Freitas, N., 13 Feb 2021, (Accepted/In press) Proceedings of The 5th International Conference on E-Commerce, E-Business and E-Government (ICEEG 2021). Association for Computing Machinery (ACM)

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• Edad de jubilación y vinculación a la esperanza de vida: corrigiendo el gap en las estimaciones

  Ayuso, M., Palmer, E. & Bravo, J. M., 22 Jan 2021, Mdrid: Instituto BBVA de Pensiones. 22 p. (Documentos Mi Jubilación; no. 32)

  Research output: Book/Report › Commissioned report

  Open Access

  File
  5 Downloads (Pure)

• Forecasting the retirement age: A Bayesian Model Ensemble Approach

  Bravo, J. M. & Ayuso, M., 23 Apr 2021, rends and Applications in Information Systems and Technologies. WorldCIST 2021. Advances in Intelligent Systems and Computing. Springer, p. 123-135

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  • Bayesian Model
  • Retirement Age
  • Life Expectancy
  • Indexation
  • Public Pensions

• Getting life expectancy estimates right for pension policy: Period versus cohort approach

  Ayuso, M., Bravo, J. M. & Holzmann, R., Apr 2021, In : Journal of Pension Economics and Finance. 20, 2, p. 212-231

  Research output: Contribution to journal › Article

  Open Access

  File

  • Pension Policy
  • Life Expectancy
  • Cohort
  • Financial Sustainability
  • Mortality
  5 Citations (Scopus)

• IDD and Distribution Risk Management

  Bravo, J. M., 2021, Insurance Distribution Directive. Springer, p. 349-369 Chapter 14. (AIDA Europe Research Series on Insurance Law and Regulation; vol. 3).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

• Immunization strategies for funding multiple inflation-linked retirement income benefits

  Simões, C., Oliveira, L. & Bravo, J. M., 25 Mar 2021, In : Risks. 9, 4, 60.

  Research output: Contribution to journal › Article

  Open Access

  File

  • Retirement Income
  • Immunization
  • Inflation
  • Funding
  • Liability
  1 Downloads (Pure)

• Pricing longevity derivatives via Fourier transforms

  Bravo, J. M. & Nunes, J. P. V., Jan 2021, In : Insurance: Mathematics and Economics. 96, January, p. 81-97 17 p.

  Research output: Contribution to journal › Article

  • Fourier Transform
  • Pricing
  • Derivatives
  • Fourier transform
  • Derivative
  2 Citations (Scopus)

• Pricing Survivor Bonds with Affine-jump Models Stochastic Mortality Models

  Bravo, J. M., Jan 2021, (Accepted/In press) 2021 The 5th International Conference on E-Commerce, E-Business and E-Government (ICEEG 2021). ACM Press

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• The Demographics of Defense and Security in Japan

  Bravo, J. M., 7 Mar 2021, (Accepted/In press) MICRADS´21 - The 2021 Multidisciplinary International Conference of Research Applied to Defense and Security.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
• 2020

  Addressing the Pension Decumulation Phase of Employee Retirement Planning

  Bravo, J. M., 6 Feb 2020, Who Wants to Retire and Who Can Afford to Retire?. Muenstermann, I. (ed.). IntechOpen, p. 1-21 21 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

  File

  • Retirement Planning
  • Pensions
  • Employees
  • Annuities
  • Monte Carlo Simulation
  11 Downloads (Pure)

• A multi‐state approach to modelling intermediate events and multiple mortgage loan outcomes

  Chamboko, R. & Bravo, J. M., Jun 2020, In : Risks. 8, 2, p. 1-29 29 p., 64.

  Research output: Contribution to journal › Article

  Open Access

  File

  • Mortgage Loan
  • Modeling
  • Markov Model
  • Loans
  • Mortgages
  3 Citations (Scopus)

  2 Downloads (Pure)

• Análise da viabilidade do microsseguro em Portugal

  Marques, V. M. M. & Bravo, J. M., 25 Feb 2020, Política Social e Gestão de Serviços Sociais. Oliveira, T. N. D. (ed.). Ponta Grossa, PR: Atena, Vol. 2. p. 170-183 14 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

  File

  • willingness to pay
  • Portugal
  • Social assistance programs
  • coverage
  • risk sharing
  38 Downloads (Pure)

• A study on the quality of novel coronavirus (COVID-19) official datasets

  Ashofteh, A. & Bravo, J. M., 1 Jun 2020, In : Statistical Journal of the IAOS. 36, 2, p. 291-301 11 p.

  Research output: Contribution to journal › Article

  Open Access

  File

  • Measurement Error
  • Measurement errors
  • Disease Prevention
  • Disease Control
  • Systematic errors
  2 Citations (Scopus)

  29 Downloads (Pure)

• Career breaks, broken pensions? Long-run effects of early and late-career unemployment spells on pension entitlements

  Bravo, J. M. & Herce, J. A., 22 Jul 2020, In : Journal of Pension Economics and Finance.

  Research output: Contribution to journal › Article

  Open Access

  File

  • Pensions
  • Entitlement
  • Unemployment
  • Labour Market
  • Pension Scheme
  4 Citations (Scopus)

  10 Downloads (Pure)

• Cidadania Social e Economia: Reflexões sobre a Realidade Portuguesa

  Cerejeira, J., Aguiar, M. C. D., Pereira, A. M., Sepúlveda, A. J., Silva, C. M. P. D., Mendes, F. R., Bravo, J. M., Coelho, M., Portela, M., Baleiras, R. N., Marques, S. & Peralta, S., 24 Aug 2020, UMinho Editora. (Extra coleção)

  Research output: Book/Report › Book

  • Portugal

• Coping with the Life Expectancy Gap: Amending the Retirement Age to Restore Actuarial Neutrality Across Generations

  Bravo, J. M., Ayuso, M., Holzmann, R. & Palmer, E., 1 Jun 2020, Book of Abstracts of the 6 th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop : 2-5 June, 2020. Skiadas, C. H. (ed.). ISAST: International Society for the Advancement of Science and Technology., 4 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• COVID-19: Costes humanos y su heterogeneidad por zonas geográficas en España

  Ayuso, M. & Bravo, J. M., Oct 2020, Madrid: Instituto BBVA de Pensiones. 27 p. (Documentos Mi Jubilación; no. 32)

  Research output: Book/Report › Commissioned report

  Open Access

  File
  2 Downloads (Pure)

• Decálogo de preguntas y respuestas sobre el impacto previsional del COVID-19

  Ayuso, M., Bravo, J. M., Chuliá, E., Herce, J. A., Palmer, E., Dómenech, R. & Alonso, J., 6 Apr 2020, Instituto BBVA de Pensiones. 18 p.

  Research output: Book/Report › Commissioned report

  Open Access

  File
  11 Downloads (Pure)

• El gap entre esperanzas de vida: Una evidencia que afecta a la política de pensiones

  Bravo, J. M., Ayuso, M. & Palmer, E., Apr 2020, Madrid: Instituto BBVA de Pensiones. 22 p. (Documentos Mi Jubilación; no. 29)

  Research output: Book/Report › Commissioned report

  Open Access

  File
  1 Downloads (Pure)

• Forecasting small population monthly fertility and mortality data with seasonal time series methods

  Bravo, J. M. & Coelho, E. I. F., Jan 2020, As Ciências Sociais Aplicadas e a Interface com vários Saberes. Linhares, W. L. (ed.). Atena, Vol. 2. p. 158-176 18 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

  File

  • time series
  • mortality
  • fertility
  • death
  • resident population
  17 Downloads (Pure)

• Idosos e longevidade em Espanha e Portugal: indicadores demográficos básicos a ter em conta nas políticas de pensões

  Ayuso, M. & Bravo, J. M. V., 3 Nov 2020, CENIE. Centro Internacional sobre o Envelhecimento.

  Research output: Other contribution

  Open Access

  • pension policy
  • Portugal
  • Spain
  • biometrics
  • social policy

• Life Table Forecasting in COVID-19 Times: An Ensemble Learning Approach

  Ashofteh, A. & Bravo, J. M., 29 Mar 2020, (Accepted/In press) 2021 16th Iberian Conference on Information Systems and Technologies (CISTI): Proceedings of CISTI’2021, 16th Iberian Conference on Information Systems and Technologies, 23 to 26 of June 2021, Chaves, Portugal.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• Longevity-Linked Life Annuities: A Bayesian Model Ensemble Pricing Approach

  Bravo, J. M., Oct 2020, CAPSI 2020. 20ª Conferência da Associação Portuguesa de Sistemas de Informação. Associação Portuguesa de Sistemas de Informação

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• Modelling Monthly Births and Deaths Using Seasonal Forecasting Methods as an Input for Population Estimates

  Bravo, J. M. & Coelho, E., 24 Aug 2020, Demography of Population Health, Aging and Health Expenditures. p. 203-222 20 p. Chapter 14. (Demography of Population Health, Aging and Health Expenditures; vol. 50).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  • Forecasting Method
  • Modeling
  • Forecasting Performance
  • State-space Model
  • Uncertainty

• Previsões de mortalidade e de esperança de vida mediante combinação bayesiana de modelos: Uma aplicação à população portuguesa

  Bravo, J. M. & Ayuso, M., Dec 2020, In : RISTI - Revista Iberica de Sistemas e Tecnologias de Informacao. 2020, E40, p. 128-144 17 p.

  Research output: Contribution to journal › Article

  Open Access

  File

  • Uncertainty
  • Taxation
  1 Citation (Scopus)

• Pricing Survivor Bonds with Affine-Jump Diffusion Models

  Bravo, J. M., 1 Jun 2020, Book of Abstracts of the 6 th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop : 2-5 June, 2020. Skiadas, C. H. (ed.). ISAST: International Society for the Advancement of Science and Technology., 4 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• Reforma do sistema de pensões e consistência intertemporal da protecção social

  Bravo, J. M. V., 19 Feb 2020, A Economia numa Perspectiva Interdisciplinar. Pavan, L. S. (ed.). Ponta Gross, PR: Atena Editora, Vol. 2. p. 75-91

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

  File

  • Social Protection
  • Pension Reform
  • Pension System
  • Demographic Trends
  • Social Contract
  36 Downloads (Pure)

• Short-Term Regional Demographic Forecasts with Time Series Methods and Machine Learning Algorithms

  Bravo, J. M. & Coelho, E., Jun 2020, In : Boletim da Sociedade Portuguesa de Estatística. Primavera 2020, p. 20-29 10 p.

  Research output: Contribution to journal › Article

  Open Access

  File
  2 Downloads (Pure)
• 2019

  A non-parametric-based computationally efficient approach for credit scoring

  Ashofteh, A. & Bravo, J. M., 1 Oct 2019, Atas da Conferencia da Associacao Portuguesa de Sistemas de Informacao 2019: 19ª Conferencia da Associacao Portuguesa de Sistemas de Informacao, CAPSI 2019 - 19th Conference of the Portuguese Association for Information Systems, CAPSI 2019; Lisboa; Portugal; 11 October 2019 through 12 October 2019. p. 19 (Atas da Conferencia da Associacao Portuguesa de Sistemas de Informacao).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  • Credit Scoring
  • Risk management
  • Cellular telephones
  • Statistics
  • Neural networks
  1 Citation (Scopus)

• A non-parametric-based computationally efficient approach for credit scoring using non-traditional data

  Ashofteh, A. & Bravo, J. M., Nov 2019, 8th International Conference on Risk Analysis and Design of Experiments: book of abstratcts. Moder, K. & Spange, B. (eds.). p. 9 1 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  Open Access

  File
  15 Downloads (Pure)

• Forecasting subnational demographic data using seasonal time series methods

  Bravo, J. M. & Coelho, E., 1 Oct 2019, Atas da Conferencia da Associacao Portuguesa de Sistemas de Informacao 2019: 19ª Conferencia da Associacao Portuguesa de Sistemas de Informacao, CAPSI 2019 [19th Conference of the Portuguese Association for Information Systems, CAPSI 2019], Lisboa; Portugal; 11 October 2019 through 12 October 2019. Associação Portuguesa de Sistemas de Informação, (Atas da Conferencia da Associacao Portuguesa de Sistemas de Informacao).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  • Seasonal Time Series
  • Time Series Methods
  • Time series
  • Demographics
  • State-space Model
  1 Citation (Scopus)

• Forecasting Subnational Monthly Births and Deaths using Seasonal Time Series Methods

  Bravo, J. M. & Coelho, E., Jul 2019, Evidence-based territorial policymaking: formulation, implementation and evaluation of policy: 26th APDR Congress Proceedings. Associacao Portuguesa para o Desenvolvimento Regional (APDR), p. 1079-1088 10 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  Open Access

  File

  • time series
  • death
  • uncertainty
  • resident population
  • performance
  8 Downloads (Pure)

• Frailty correlated default on retail consumer loans in Zimbabwe

  Chamboko, R. & Bravo, J. M., 1 Mar 2019, In : International Journal of Applied Decision Sciences. 12, 3, p. 257-270 14 p.

  Research output: Contribution to journal › Article

  • Correlated Defaults
  • Consumer Loan
  • Frailty
  • Zimbabwe
  • Retail
  6 Citations (Scopus)

• Funding for longer lives: retirement wallet and risk-sharing annuities

  Bravo, J. M., 25 Oct 2019, In : Ekonomiaz. Basque Economic Review. 96, 2, p. 268-291 24 p.

  Research output: Contribution to journal › Article

  Open Access

  File

  • risk sharing
  • Annuities
  • Risk Sharing
  • Funding
  • retirement
  4 Citations (Scopus)

  48 Downloads (Pure)

• Hacer uso de la garantía hipotecaria: el potencial del patrimonio familiar para mejorar la seguridad de la jubilación

  Ayuso, M., Bravo, J. & Holzmann, R., Jul 2019, Instituto BBVA de Pensiones, p. 1-33, 33 p. (Mi Jubilación. Documento de Trabajo; no. 28).

  Research output: Working paper

  Open Access

  File
  11 Downloads (Pure)

• Impactos macroeconómicos do envelhecimento da população

  Bravo, J. M., Apr 2019, In : Cadernos de Economia. 32, 127, p. 50-52 3 p.

  Research output: Contribution to journal › Article

  Open Access

• Life Cycle Saving and Dissaving Revisited across Three-tiered Income Groups: Starting hypotheses, refinement through literature review, and ideas for empirical testing

  Holzmann, R., Ayuso, M. & Bravo, J. M., Jul 2019, Instituto BBVA de Pensiones, 34 p. (Papers Mi Jubilación; no. 27).

  Research output: Working paper

  Open Access

  File

  • Life-cycle Saving
  • Literature Review
  • Testing
  • Life-cycle Model
  • Retirement
  2 Downloads (Pure)

• Life Cycle Saving and Dissaving Revisited across Three-tiered Income Groups: Starting hypotheses, refinement through literature review, and ideas for empirical testing

  Holzmann, R., Ayuso, M., Alaminos, E. & Bravo, J. M., Sep 2019, IZA. Institute of Labor Economics, p. 1-32, 32 p. (IZA Discussion Papers; no. 12655).

  Research output: Working paper

  Open Access

  File

  • Life-cycle Saving
  • Literature Review
  • Testing
  • Life-cycle Model
  • Retirement
  69 Downloads (Pure)

• Making use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security

  Holzmann, R., Ayuso, M. & Bravo, J. M., Jul 2019, IZA. Institute of Labor Economics, 32 p. (IZA Discussion Papers; no. 12656).

  Research output: Working paper

  Open Access

  File

  • Equity Release
  • Housing Wealth
  • Old Age
  • Retirement
  • Reverse Mortgage
  30 Downloads (Pure)

• Making use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security

  Holzmann, R., Ayuso, M. & Bravo, J. M., Jul 2019, Instituto BBVA de Pensiones, 32 p. (Papers Mi Jubilación; no. 28).

  Research output: Working paper

  Open Access

  File

  • Equity Release
  • Housing Wealth
  • Old Age
  • Retirement
  • Reverse Mortgage
  4 Downloads (Pure)

• Modelling and forecasting recurrent recovery events on consumer loans

  Chamboko, R. & Bravo, J. M. V., 1 Mar 2019, In : International Journal of Applied Decision Sciences. 12, 3, p. 271-287 17 p.

  Research output: Contribution to journal › Article

  • Consumer Loan
  • Modeling
  • Cox Model
  • Statistical Methods
  • Credit Risk
  6 Citations (Scopus)

• Modelling monthly birth and deaths using Seasonal Forecasting Methods as an input for population estimates

  Bravo, J. M. & Coelho, E., Jun 2019, p. 41-42. 2 p.

  Research output: Contribution to conference › Abstract

  Open Access

  • death
  • labor statistics
  • Portugal
  • migration
  • resident population

• Modelling monthly births and deaths using Seasonal Forecasting Methods as an input for population estimates

  Bravo, J. M. & Coelho, E., Jun 2019, Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop Florence, Italy: 11-14June, 2019. Skiadas, C. H. (ed.). ISAST: International Society for the Advancement of Science and Technology., p. 263-279

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  Open Access

• Revisión del ahorro y el desahorro en el ciclo de vida entre las tres capas de grupos de ingresos: Hipótesis iniciales, perfeccionamiento mediante revisión de bibliografía y comprobación empírica

  Ayuso, M., Bravo, J. & Holzmann, R., Jul 2019, Instituto BBVA de Pensiones, p. 1-41, 41 p. (Mi Jubilación. Documento de Trabajo; no. 27).

  Research output: Working paper

  Open Access

  File
  15 Downloads (Pure)
• 2018

  Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach

  Ayuso, M., Bravo, J. & Holzmann, R., 2018, IZA. Institute of Labor Economics, p. 1-28, 28 p. (IZA Discussion Papers; no. 11512).

  Research output: Working paper › Discussion paper

  Open Access

  • pension policy
  • life expectancy
  • pension
  • sustainability
  • policy area

• Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach

  Ayuso, M., Bravo, J. & Holzmann, R., 2018, Munich Society for the Promotion of Economic Research ‐ CESifo GmbH, p. 1-30, 30 p. (CESifo Working Papers; no. 7349).

  Research output: Working paper

  Open Access

  File

  • pension policy
  • life expectancy
  • policy area
  • Portugal
  • mortality
  12 Downloads (Pure)

• Modelação do crescimento urbano para a distribuição eficaz das forças de segurança: o caso português

  Ribeiro, S., Cabral, P., Henriques, R., Bravo, J., Rodrigues, T. & Painho, M., 2018, In : PROELIUM – Revista da Academia Militar. 7, 14, p. 45-68

  Research output: Contribution to journal › Article

  Open Access

  File
  35 Downloads (Pure)